Department of Mathematics and Statistics

XXXX University
Spring 2009 Senior Capstone
Least Action Principle and Feynman Path
Integrals
Author:
XXX XXX
Advisor:
Dr.XXX XXX
December 4, 2013
Abstract
Dr. Richard Feynman was perhaps one of the greatest minds in physics this last century. In
his thesis paper he worked out the idea of a path integral as it relates to quantum mechanics.
This approach to quantum mechanics oers a connection to classical physics in that a relation is
established with the least action principle to the amplitude for a particle. One of the values of
this approach then is to make clear how quantum mechanics makes correct predictions about the
path taken by particles from the massless photon all the way up to the relatively large baseball.
In this paper we start with the basic idea of a functional and what an extremal of a functional
is. From there we prove the Euler Lagrange equation. Then we look at what the action is, and
demonstrate with a familiar example how the Euler Lagrange equation can be used to reproduce
one of Newton Laws of motion. Next, we describe what a path integral is and use it to derive
the kernel for a free particle. Last, we demonstrate that this kernel does in fact satisfy the
Schrdinger equation.
2
1 Introduction
To understand the Least Action Principle and how it can be used to derive some famous equa-
tions in physics we need a basic understanding of the mathematics involved. The mathematics of
the least action principle is called Variational Calculus.[3]p 230
Before we get into what variational calculus is, we should spend a motivating moment examining
two of the classic problems of this fascinating subject. First, the brachistochrone problem is to nd
the curve in the plane along which a point mass should fall under the force of gravity and take
the least time. Intuition alone can perhaps help us surmise that if the two points connected by
the curve are separated by both a horizontal and vertical distance, then something other than a
straight line is necessary. The correct curve is known as a cycloid, which is commonly studied in a
Calculus III course.[4]p 3
Another problem that is easy to understand is to nd the shortest path between two points. Of
course if the surface is a 2D plane, then the shortest path is a straight line, but clear as that may
be to a casual observer, a proof can still be challenging without variational calculus. However, we
need not limit our discussion to that of a at surface. Since Earth is at least semi-spherical we can
discuss the shortest path between two points on our planet, and since we cannot dig a hole straight
through to get to China we need to use the methods of variational calculus to nd the shortest
path.
We see then that both of these problems, the brachistochrone problem and the shortest path
problem, are both interesting and have practical application. Naturally then, physicists have capi-
talized upon this powerful tool and bent it to their own evil-genius ways. One rather brilliant use
of variational calculus to solve a dicult problem was found by Dr. Richard Phillips Feynman. In
his thesis he used variational calculus to derive the Schrdinger Equation which is the foundation of
much of modern physics.[2]p vii While Schrdingers Equation was known before Feynmans work,
the method that Feynman used lent itself well to solutions that were free from singularities that
had been a major problem in quantum mechanics.[2]p xvii
3
2 Functionals
Before we get into the meat and potatoes of the Euler Lagrange equation, we need some veggies
in the form of functionals. But rst let us explain what a functional is and illustrate the concept
via some conceptualization. If we were to encounter an equation such as
F[g] =
_
x
2
x
1
g(x)dx (1)
we could consider F to be a function of functions. Given some function g dened and integrable
on an interval I = (a, b), where x
1
, x
2
I and x
1
= x
2
, evaluating the denite integral produces
the real number F(g). With that in mind we dene a functional as:
Denition 1. Let S be a set of well-dened elements. If F denotes a mapping of S into R
such that to every element f S there corresponds exactly one real number, then F is called a
Functional on S. [4]p 10
In a sense, a functional is a generalization of the concept of a function for which we are all so
familiar. For the sake of this paper, we will restrict our discussion to functionals from a normed
linear space. A linear space over a eld is another way to say a vector space from a set that is also
a eld. A normed linear space is any space that has a denition for length.[4]p 17
3 Eulers Equation
Here we derive Eulers Equation. Our goal will be given the equation
J =
_
x
2
x
1
f{y(x), y

(x); x}dx, (2)

nd the function y

(x) such that J is minimum or maximum. We call y

(x) an extremum, by which

we mean either a maximum or a minimum on the interval [x
1
, x
2
]. We see in (2) that y

(x) =
dy
dx
,
and the variable x is the independent variable. Thus y(x) is a function of x, and we see that indeed
J is a functional of y(x).[3]p 208
We can write all possible functions via a parametric representation y(, x) such that if = 0
we just get the function y

(x) which is supposed to yield an extremum for (2). Thus, the set of all
possible functions can be written as,
y(, x) = y

(x) + (x). (3)

4
And here we require (x) to be some function of x with a continuous rst derivative and that
(x
1
) = (x
2
) = 0. We need = 0 at the end points because our function must start and stop at
the end points. With equations of the form (3) the functional (2) becomes a regular function of ,
J() =
_
x
2
x
1
f{ y(, x), y

(, x); x}dx.
[3]p 208
Figure 1: Three Paths
An extremal is best understood by describing its basic characteristic. Let us take the case
where we have a minimum for J. Let y

(x) be such that if we vary y

(x) by any small amount

y(, x) = y

(x) + (x), then J[ y] J[y

], then y

(x) is an extremal. Of course, a maximum is

also an extremal for a functional as well.
Euler Lagrange Equation
Let y

(x) have a continuous rst derivative on I = [x

1
, x
2
], and let
J[y

(x)] =
_
x
2
x
1
f
_
y

(x), y

(x); x
_
dx
be a functional. Then if y

(x) is an extremal of J, then y

(x) satises the dierential equation

f
y

d
dx
_
f
y

_
= 0 (4)
5
To prove the theorem we need the following result from variational calculus.
Fundamental Lemma of Variational Calculus
The fundamental lemma of variational calculus is as follows, we dene a set on an interval
I = [x
1
, x
2
] as follows,
=
_
h(x) : x I, h(x) C
1
[x
1
, x
2
] h(x
1
) = h(x
2
) = 0
_
.
If M(x) is any function such M(x) is continuous on I, and
_
b
a
M(x)h(x) dx = 0
for all h(x) , then it is necessary and sucient that M(x) = 0 for all x [a, b]. [4]p 50
We will not prove the fundamental lemma of variational calculus, but consider what it would
mean if M(x) = 0. Then surely we could nd a function in such that
_
b
a
M(x)h(x) dx = 0. For
example, the nonzero constant function is in , and so the integral could evaluate to a nonzero
number. That would contradict our assumptions, so it must be that M(x) = 0.
Now, we take a well known fact from rst year Calculus. If f : I R is a continuous function
on an interval I and f has a relative extremum at an interior point c of I. Then either the derivative
of f at c does not exist, or it is equal to zero. We are looking at functionals that are integrable on
I = [x
1
, x
2
], and so J() is dierentiable with respect to .[3]p 209
Recall that we have assumed that y

(x) is in fact the minimum for our functional. When = 0

we have from (3) that y(0, x) = y(x), which is our extremal and so J

() = 0. Carrying out
operation of dierentiating J with respect to we see that
dJ
d
=
d
d
_
x
2
x
1
f{y, y

; x}. (5)
We have xed end points and hence the limits of integration are also xed. By Leibniz Integral rule
we can take the operation of dierentiation with respect to inside the integrand. And so we may
simply dierentiate the integrand with the chain rule and noting that both y and y

are functions
of we get,
J

=
_
x
2
x
1
f
y
y

+
f
y

. (6)
From equation (3) we see that
y

= (x);
y

=
d
dx
6
Replacing the above equations in (6), we have
J

=
_
x
2
x
1
_
f
y
(x) +
f
y

d
dx
_
dx
Using integration by parts we can clean up the second term in the above integrand as follows:
u =
f
y

; dv =
d
dx
du =
d
dx
_
f
y

_
dx; v = (x),
and thus we have
_
x
2
x
1
f
y

d
dx
dx =
f
y

(x)

x
2
x
1

_
x
2
x
1
d
dx
_
f
y

_
(x)dx. (7)
Now recall from (3) that we required (x
1
) = (x
2
) = 0. Thus, the uv term is 0,
f
y

(x)

x
2
x
1
= 0.
Then (6) is simplied to the following,
J

=
_
x
2
x
1
_
f
y

d
dx
_
f
y

__
(x) dx. (8)
Now please recall that (x) was any arbitrary function which satised the condition of vanishing
at the end points. Thus, we see that since
_
f
y

d
dx
_
f
y

__
(x) = 0 (9)
for all (x), then we must have that
f
y

d
dx
_
f
y

_
= 0, (10)
which is Eulers equation. Thus, we were seeking a function y(x) satises (2) and so we assumed
y(x) was such a function. From there we found that if y(x) is a minimum for a functional J, then
y(x) satises Eulers equation.
4 The Least Action Principle
Now that we know something about extremal, we turn our attention to the physical applications
by looking at something called the action, but rst we need to know what the lagrangian is. From
there we describe the action and lead into the what the least action principle is and how that
describes classical physics.
7
Physicists need to know about energy to solve dierent types of problems. One way of talking
about energy is potential energy which is the ability to do work. And the other is kinetic which
is the work needed to accelerate a body of a given mass from rest to its current velocity. Thus, a
system can transfer potential energy into kinetic energy and vice versa.
We dene the lagrangian, L, for a particular system as the kinetic energy, T, minus the potential
energy, U, and so L = TU. Classically speaking, when a particle is in motion within a given system
we can observe the path that the particle follows. For example, when a baseball is thrown near the
surface of the Earth the ball follows a predictable path based on classical Newtonian mechanics.
This is known as the classical path. Any given system has associated with it a lagrangian, and for
each possible path of a particle in motion going from x
1
to x
2
there is associated a unique quantity
S called the action, which can be calculated from the integral
S[x(t)] =
_
t
2
t
1
L(x(t), x

(t); t) dt, (11)

where L(x(t), x

(t); t) is the lagrangian for the system. And so we see that S is a functional which
takes possible paths (or other information depending on the system under consideration) and gives
us a real number. The principle of least action is then simply the path taken that minimizes the
action S. As amazing as it may sound, this approach is a more general than Newtons laws. In fact
we can reproduce Newtons laws from the principle of least action. As an example consider a simple
harmonic harmonic oscillator that you get from an idealized spring mass system. Here the potential
Figure 2: Idealized Spring Mass
energy is given by U =
1
2
kx
2
where k is the spring constant and x(t) is the horizontal displacement
as a function of time. The kinetic energy is given by T =
mx
2
2
where x

is the derivative of x with

respect to t. Thus the lagrangian is L = m
x
2
2

1
2
kx
2
. Now recall Eulers equation (10), and we
see that any possible solution must satisfy,
L
x

d
dt
_
L
x

_
.
8
Now, working out the parts we have,
L
x
= kx;
d
dt
_
L
x

_
= mx

.
Which works out to the equation
mx

+kx = 0,
Which is exactly what we would get if we followed Newtons second law of motion. Thus we see that
the least action principle is consistent, like all good puddings are, with what we would normally
expect.
The least action principle can summed up by Hamiltons Principle:
Of all the possible paths along which a dynamical system may move from one point to another
within a specied time interval (consistent with any constraints), the actual path followed is that
which minimizes the time integral of the dierence between the kinetic and potential energies.[3]p
230
As a convenient heuristic approach to thinking about the principle of least action is to think
about how a river ows. At each point along the path the water will take the path the minimizes
the change in the energy. In other words, the water will never ow up hill, zigzag a dozen times,
and then go down the hill, but will always follow the path that results in minimal energy. In fact,
so long as the particle does not have mass on the order of an electron, the path followed always
follows this rule.
5 Quantum Mechanics
Quantum mechanics has some strange rules. So strange in fact, the even today physicist do not
fully understand all of the physical properties of particles. For example spin, or angular momentum,
is very strange in that all electrons are either spin up or spin down, and nothing in between. There
are a lot of other strange aspect to physics, but the one we focus on is of the calculating the
probability amplitude for a particle to go from point a at time t
a
to point b at time t
b
. For the sake
of brevity we do not go into experiment reasons for how we calculate the amplitude and instead
we simply state what is required. If there are two possible paths for a particle then there exist
complex numbers
1
and
2
such that if P is the probability that either path is taken, and P
1
is
the probability that path
1
is taken and P
2
is the probability that path
2
is taken, then:
9
1. P = ||
2
2. =
1
+
2
3. P
1
= |
1
|
2
P
2
= |
2
|
2
Figure 3: Two paths for a particle
Of course, if there are N possible paths, then we need to have a total of N complex functions
i
(x)
where i [1..N]. Whence we see that if there are N total paths from a to b the amplitude for a
particle to go from a to b is given by
(a, b) =
N

i=1
[x(t
i
)]. (12)
We note that while physicists call (12) a probability amplitude, it is not, by it self, a probability.
The probability for the particle to go from a to b is then given by |(a, b)|
2
. Each path makes an
equal phase contribution. That is,
[x(t)] = Ae
(i/)S[x(t)]
where A is chosen as a convenient normalizing constant. The number is known as the reduced
Plank constant and =
h
2
= 1.054571628E 34 Js where h is Planks constant. We see then
that is a very small number and it is this fact that keeps everyday life in agreement with classical
mechanics. To understand how (12) can give us classical results consider the fact that if S >> ,
then a small change in the action S, i.e. a small change in the path from the smallest path (which
is what classical mechanics predicts) will have a big impact since,
e
(i/)S[x(t)]
= cos(S[x(t)]/) + isin(S[x(t)]/).
10
6 Riemann Approach
To make some useful calculations we need to know how calculate (12). This process is complicated,
but the approach is similar to that taken with a Riemann sum. We break the continuous section
into equally spaced sections, and add them up. To make the approximation better we take smaller
and smaller section until we take the limit and nd the exact answer.
What we are going to do is add up a bunch of integrals, one integral for each path and arrive
at the following equation,
K(a, b)
1
A
_

. . .
_

e
(i/)S[x(t)]
dx
1
A
dx
2
A
. . .
dx
N1
A
. (13)
The A in the front of the integral is a normalizing factor that will allow us to take N . It
turns out that the value of A is,
A =
_
2i
m
_
N/2
.
To understand how (13) is constructed note that we are looking at xt plane, so x is moving in
one dimension according to time t. Thus, if we want to get from a to b on the one dimensional x
line, we start at time t
0
where x
0
= x
a
and at time t
N
, x
N
= x
b
. In other words, we break the
time into N discrete sections, and for each section we integrate over all possible values of x at that
stated time. Recalling that the least action principle requires that the function x(t), which is the
argument of the functional, be xed at the end points x(t
0
) = a and x(t
N
) = b. Thus, in (13) we
see that we do not integrate at x
0
nor at x
N
, and the reason is because they are xed points.
7 Free Particle Propagator
Perhaps an example will help to elucidate the idea better. Let us use the path integral to compute
the propagator for a free-particle with Lagrangian L(t) =
1
2
m x
2
(note: x just denotes the derivative
of x with respect to t.) The action is given by
S =
_
t
N
t
0
1
2
m x
2
dt.
We can approximate this by the sum,
S
N1

i=0
m
2
_
x
i+1
x
i

_
2

11
with x
i
= x(t
i
). Our kernel for the lagrangian is then,
K(a, b) = lim
(N,1/)
A
1
_

. . .
_

exp
_
im
2
N1

i=0
(x
i+1
x
i
)
2
_
dx
1
A
dx
2
A
. . .
dx
N1
A
.
Consider just the rst integral over all of x
1
, so N = 2 to get all terms involving x
1
. Thus,
_

_
2i
m
_
2/2
exp
_
m
2i
[(x
2
x
2
)
2
+ (x
1
x
0
)
2
]
_
dx
1
,
which can be computed with a computer algebra system or by looking up integrals, evaluates to
_
2i2
m
_
1/2
exp
_
m
2i(2)
(x
2
x
0
)
2
_
. (14)
To do the next integral we multiply (14) by the next term
_
2i
m
_
1/2
exp
_
m
2i
[(x
3
x
2
)
2
]
_
,
to get
T :=
_
_
2i
m
_
1/2
exp
_
m
2i
[(x
3
x
2
)
2
]
_
__
_
2i2
m
_
1/2
exp
_
m
2i(2)
(x
2
x
0
)
2
_
_
,
and running through the integration as before (i.e. using an appropriate computer algebra system)
we get,
_

Tdx
2
=
_
2i(3)
m
_
1/2
exp
_
m
2i(3)
[(x
3
x
0
)
2
]
_
.
Each integration produces
_
2i(n)
m
_
1/2
exp
_
m
2i(n)
[(x
n
x
0
)
2
]
_
,
which after taking n = 1, 2, , N 1 (recall we do not need to integrate at x
0
or x
N
as these are
xed points) and noting that n = t
n
t
0
, x
0
= x
a
and x
N
= x
b
. Thus, after taking the n 1
integrations we have the kernel equal to
K(a, b) =
_
2i(t
b
t
a
)
m
_
1/2
exp
_
im(x
b
x
a
)
2
2(t
b
t
a
)
_
.
And so the probability for a free particle to go from a point a to a point b is given by |K(a, b)|
2
.
Thus if we x a and let x be the point for the detector we have a probability distribution function
given by |K(x)|
2
.
12
8 Summary
We covered a lot of material in order to understand what Feynman path integrals are. We started
with the idea of a functional and gave some examples. We did not need to know about all functions
and so we restricted our discussion to functionals that are in the form of integrals. Next, we looked
at the Euler Lagrange equation and provided a proof. Next, we covered the least action principle.
This little jewel from classical physics is really just Hamiltons Principle and it turns out to be
possible to base all of mechanics upon this one principle. Thus, Newtons Laws can be reproduced
from the principle of least action, and indeed we saw an example of that with the spring mass
system.
Last we talked about Path Integrals. To explain what is going on we had to accept that
probabilities were calculated by adding a bunch of complex numbers, one for each possible path,
and taking the absolute square of the number. By following this approach for all possible paths we
were able to get the kernel for the one dimension free particle. Next, we
The value of the path integral approach to quantum mechanics is not necessarily that it makes
life easier, but in fact that the approach is completely dierent other approaches. Even if path
integrals are rarely used, seeing quantum mechanics from the view of Hamiltons principle helps to
make the ideas more tangible and thus more accessible.
13
References
[1] Feynman, Richard, and A.R. Hibbs. Quantum Mechanics and Path Integrals. New York:
McGraw-Hill Book Company, 1965.
[2] Feynman, Richard. Feynmans Thesis A New Approach to Quantum Theory. Singaoire: Main-
land Press, 2005.
[3] Marion, Jerry, and Stephen Thornton. Classical Dynamics of Particles and Systems Fifth
Edition. California: Brooks/Cole-Thomson, 2004.
[4] Sagan, Hans. Introduction To The Calculus Of Variations. New York: Dover Publications,
1992.
[5] Shankar, Ramamurti. Principle of Quantum Mechanics. New York: Plenum Press, 1980.